CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 13-Aug-2008
Day Change Summary
Previous Current
12-Aug-2008 13-Aug-2008 Change Change % Previous Week
Open 1.4842 1.4762 -0.0080 -0.5% 1.5480
High 1.4865 1.4850 -0.0015 -0.1% 1.5515
Low 1.4795 1.4760 -0.0035 -0.2% 1.4920
Close 1.4817 1.4837 0.0020 0.1% 1.4911
Range 0.0070 0.0090 0.0020 28.6% 0.0595
ATR 0.0102 0.0101 -0.0001 -0.8% 0.0000
Volume 1,256 1,330 74 5.9% 2,259
Daily Pivots for day following 13-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.5086 1.5051 1.4887
R3 1.4996 1.4961 1.4862
R2 1.4906 1.4906 1.4854
R1 1.4871 1.4871 1.4845 1.4889
PP 1.4816 1.4816 1.4816 1.4824
S1 1.4781 1.4781 1.4829 1.4799
S2 1.4726 1.4726 1.4821
S3 1.4636 1.4691 1.4812
S4 1.4546 1.4601 1.4788
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.6900 1.6501 1.5238
R3 1.6305 1.5906 1.5075
R2 1.5710 1.5710 1.5020
R1 1.5311 1.5311 1.4966 1.5213
PP 1.5115 1.5115 1.5115 1.5067
S1 1.4716 1.4716 1.4856 1.4618
S2 1.4520 1.4520 1.4802
S3 1.3925 1.4121 1.4747
S4 1.3330 1.3526 1.4584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5390 1.4760 0.0630 4.2% 0.0082 0.6% 12% False True 1,250
10 1.5580 1.4760 0.0820 5.5% 0.0063 0.4% 9% False True 882
20 1.5780 1.4760 0.1020 6.9% 0.0051 0.3% 8% False True 606
40 1.5860 1.4760 0.1100 7.4% 0.0043 0.3% 7% False True 494
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5233
2.618 1.5086
1.618 1.4996
1.000 1.4940
0.618 1.4906
HIGH 1.4850
0.618 1.4816
0.500 1.4805
0.382 1.4794
LOW 1.4760
0.618 1.4704
1.000 1.4670
1.618 1.4614
2.618 1.4524
4.250 1.4378
Fisher Pivots for day following 13-Aug-2008
Pivot 1 day 3 day
R1 1.4826 1.4829
PP 1.4816 1.4821
S1 1.4805 1.4813

These figures are updated between 7pm and 10pm EST after a trading day.

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